Troax Group AB Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, June 11th, 2026
1 Day
3,373.40
decreased by 171.83
1 Week
3,202.00
decreased by 343.23
1 Month
3,363.18
decreased by 182.05
Analysis last updated: Thursday, June 11, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.56 | |
| 0.0637 | 14.38 | |
| 0.9154 | 402.56 | |
| 0.0417 | 4.94 |
Estimation Period:
Mar 27, 2015 to Jun 5, 2026
Mar 27, 2015 to Jun 5, 2026
Other Troax Group AB Analyses
Other Asymmetric ILLIQ Analyses on International Equities